The only thing that I can think of is that waves transfer energy and then dissipate it when they hit a boundary. Therefore inside of the Earth very little energy is dissipated, then it all gets dissipated on the surface.
However the cave is a boundary like the surface of the Earth, and I'd expect energy to be dissipated there as well.
Also there is some gross motion associated with earthquakes. If the ground moves a meter sideways, it does underground as well. And if you unexpectedly move a meter in a cave, you're going to feel it. However that motion is local, so you'll only experience it near the epicenter.
Cheers,
Ben